V-Lab: NK Co Ltd AGARCH Volatility Analysis

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V-Lab

NK Co Ltd AGARCH Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:38.53% (-0.95%)

Analysis last updated: Thursday, April 18, 2024 at 10:17 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4867	14.53
$α$	0.0920	31.16
$β$	0.8731	289.49
$γ$	0.3563	2.13

Estimation Period:
Jan 24, 2008 to Apr 12, 2024

News Impact Curve

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Volatility Forecasts

Volatility Forecasts